EE263 - Introduction to Linear Dynamical Systems

Introduction to Linear Dynamical Systems is Stephen Boyd's EE263, an applied linear algebra course with applications to circuits, signal processing, communications and control, released in full on Stanford Engineering Everywhere. The topics run from least-squares approximation and least-norm solutions through symmetric matrices, matrix norms and the singular value decomposition, eigenvalues and their dynamical interpretation, the matrix exponential, stability and asymptotic behaviour, to multi-input multi-output systems, convolution and transfer-matrix descriptions, control, reachability, state transfer, observability and least-squares state estimation. The page asks for exposure to linear algebra and matrices along with differential equations, the Laplace transform and transfer functions; exposure to control systems, circuits or signals and systems is helpful but not required.

SEE provides 20 lecture videos with transcripts, a full set of lecture handouts organised by topic, assignments, exams and software. As with all SEE courses, access is free without registration under a CC BY-NC-SA 4.0 licence, and there is no credit, certificate or graded feedback.